</> Codebase - trend
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
Indicators / Signals
Choppiness Index
The Choppiness Index is designed to determine whether the market is choppy or trading sideways, or not choppy and trading within a trend in either direction. Using a scale from 1 - 100, the market is considered to be choppy as values near 100 (over 61.80) and trending when values are lower than 38.20).
indicator
trend
chop
index
choppiness index
range
Indicators / Signals
Double exponential moving averages (DEMA)
Double exponential moving averages (DEMA) are an improvement over Exponential Moving Average (EMA) because they allocate more weight to recent data points. The reduced lag results in a more responsive moving average, which helps short-term traders spot trend reversals quickly.
trend
moving average
snippet
average
Indicators / Signals
Kaufman’s Efficiency Ratio (KER)
Currently implemented for MT4. Some uses for ER: - A qualifier for a trend following trade; a trend is considered "persistent" only when RE is above a certain value, e.g. 0.3 or 0.4 . - A filter to screen out choppy stocks/markets, where breakouts are frequently "fakeouts". - In an adaptive trading system, helping to determine whether to apply a trend following algorithm or a mean reversion algorithm. - It is used in the calculation of Kaufman's Adaptive Moving Average (KAMA).
indicator
trend
adaptive
kama